Numeri Capital : NUMERI Intraday Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.27% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 4.70% Sharpe (RFR=1%) -0.11 CAROR 0.35% Assets $ 9.5M Worst DD -8.09 S&P Correlation 0.05 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/2017 NUMERI Intraday 0.27 -0.04 - -0.50 1.06 - - 1.06 S&P 500 2.86 8.53 - 28.87 42.84 - - 40.33 +/- S&P 500 -2.59 -8.57 - -29.37 -41.78 - - -39.27 Strategy Description SummaryThe mission of NUMERI Capital Management is to help our clients both protect and grow their wealth. We do so through the application of a sophisticated, automated, intraday investment program that has been developed and refined over the past 10 years at NUMERI’s parent... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 1.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $4.80 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD -7.50% Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 33.00% Momentum 33.00% Pattern Recognition 34.00% Composition Stock Indices 80.00% Interest Rates 20.00% SummaryThe mission of NUMERI Capital Management is to help our clients both protect and grow their wealth. We do so through the application of a sophisticated, automated, intraday investment program that has been developed and refined over the past 10 years at NUMERI’s parent company, InvestiQuant (a venture-backed fintech company founded in 2008). The program trades tax-efficient futures markets utilizing proprietary technology and algorithms designed to continuously adapt to prevailing market conditions and their own performance. The program is executed systematically, with rigorous risk management and oversight by experienced traders. Our objective is to provide qualified investors with long term capital appreciation, significant out-performance during turbulent equity markets, and smoother, more stable investment portfolio returns year over year. Investment StrategyNUMERI Intraday utilizes proprietary intraday forecasting techniques, sophisticated execution software, and three separate methodologies to monitor real-time market activity and execute intraday trades based on robust quantitative analysis of historically similar situations. Each trade signal is derived from the inputs of multiple factors that attempt to adapt to the current market conditions. All strategies are engineered to be closed intraday per pre-defined exit rules, or the end of the regular session for each market. Risk ManagementTo ensure that risk remains balanced and appropriate, a daily risk budget is allocated and managed at the instrument, strategy, method, and portfolio levels. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -8.09 15 - 4/1/2018 7/1/2019 -1.40 3 2 1/1/2017 4/1/2017 -0.57 1 4 6/1/2017 7/1/2017 -0.43 1 2 11/1/2017 12/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 9.01 4 1/1/2018 4/1/2018 1.79 2 5/1/2017 6/1/2017 1.10 1 9/1/2018 9/1/2018 0.92 2 10/1/2017 11/1/2017 0.59 2 1/1/2019 2/1/2019 0.45 2 8/1/2019 9/1/2019 0.42 1 6/1/2019 6/1/2019 0.27 1 12/1/2019 12/1/2019 0.23 1 8/1/2017 8/1/2017 0.22 1 6/1/2018 6/1/2018 0.01 1 1/1/2017 1/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.90 3 10/1/2018 12/1/2018 -1.57 1 5/1/2018 5/1/2018 -1.41 3 3/1/2019 5/1/2019 -1.40 3 2/1/2017 4/1/2017 -1.18 2 7/1/2018 8/1/2018 -0.57 1 7/1/2017 7/1/2017 -0.49 1 7/1/2019 7/1/2019 -0.43 1 12/1/2017 12/1/2017 -0.31 2 10/1/2019 11/1/2019 -0.05 1 9/1/2017 9/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods36.0034.0031.0025.0019.0013.00 Percent Profitable50.0047.0651.6156.0063.1692.31 Average Period Return0.040.130.380.850.911.42 Average Gain0.821.863.205.064.011.55 Average Loss-0.74-1.41-2.63-4.51-4.40-0.11 Best Period4.888.799.3111.069.023.01 Worst Period-4.75-5.90-6.12-7.40-7.96-0.11 Standard Deviation1.362.684.115.775.150.98 Gain Standard Deviation1.172.533.263.693.090.90 Loss Standard Deviation1.061.732.432.443.15 Sharpe Ratio (1%)-0.03-0.04-0.03-0.03-0.12-0.60 Average Gain / Average Loss1.101.321.221.120.9114.66 Profit / Loss Ratio1.101.181.301.431.56175.88 Downside Deviation (10%)1.102.314.036.778.348.88 Downside Deviation (5%)0.931.722.723.974.001.02 Downside Deviation (0%)0.901.602.453.373.200.03 Sortino Ratio (10%)-0.34-0.47-0.52-0.61-0.80-0.99 Sortino Ratio (5%)-0.05-0.07-0.04-0.04-0.15-0.58 Sortino Ratio (0%)0.040.080.150.250.2848.50 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel